+82.5%
LSGR vs VT
+79.4%
+3.1%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -0.1% | +0.4% | -0.5% | -0.6% |
| 30D | +1.9% | +1.0% | +1.0% | +0.8% |
| 3M | +0.8% | +2.4% | -1.5% | -2.0% |
| 6M | +7.8% | +12.0% | -4.2% | -6.4% |
| YTD | +1.7% | +15.3% | -13.6% | -15.0% |
| 1Y | +5.9% | +22.6% | -16.7% | -18.1% |
| 3Y | +74.3% | +74.7% | -0.4% | -12.6% |
| All | +82.5% | +79.4% | +3.1% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling